+235.9%
ROIV vs LEN
+25.1%
+210.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.8% |
| 7D | +0.6% | -3.2% | +3.8% | +1.6% |
| 30D | +1.0% | -4.9% | +5.8% | +2.3% |
| 3M | +18.3% | -8.5% | +26.8% | +20.9% |
| 6M | +18.3% | -20.7% | +39.0% | +26.1% |
| YTD | +61.0% | -17.4% | +78.4% | +67.9% |
| 1Y | +177.9% | -38.2% | +216.1% | +217.5% |
| 3Y | +199.1% | -24.9% | +223.9% | +205.6% |
| 5Y | +250.7% | -11.4% | +262.1% | +208.4% |
| All | +235.9% | +25.1% | +210.7% | +192.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling